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[--[65.84.65.76]--]
INDUSINDBK
Indusind Bank Limited

981.45 -18.75 (-1.87%)

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Historical option data for INDUSINDBK

21 Nov 2024 04:11 PM IST
INDUSINDBK 28NOV2024 900 CE
Delta: 0.93
Vega: 0.18
Theta: -0.79
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 981.45 87.05 -15.35 44.57 52 10 47
20 Nov 1000.20 102.4 0.00 - 4 1 37
19 Nov 1000.20 102.4 -6.20 - 4 1 37
18 Nov 1004.60 108.6 -13.75 43.00 69 33 65
14 Nov 1017.15 122.35 -46.00 19.79 29 12 34
13 Nov 1036.70 168.35 0.00 0.00 0 0 0
12 Nov 1059.55 168.35 0.00 0.00 0 1 0
11 Nov 1060.80 168.35 8.15 59.56 4 1 25
8 Nov 1053.80 160.2 0.20 46.75 7 4 24
7 Nov 1056.80 160 -18.00 - 1 0 19
6 Nov 1077.65 178 -18.00 - 7 6 18
5 Nov 1090.10 196 27.60 47.05 6 -1 11
4 Nov 1063.80 168.4 10.85 - 8 -1 11
1 Nov 1062.50 157.55 0.00 0.00 0 2 0
31 Oct 1055.60 157.55 -10.45 - 6 2 12
30 Oct 1056.40 168 15.50 - 12 -2 10
29 Oct 1038.15 152.5 -15.50 - 17 10 12
28 Oct 1054.80 168 168.00 - 2 1 1
25 Oct 1041.60 0 - 0 0 0


For Indusind Bank Limited - strike price 900 expiring on 28NOV2024

Delta for 900 CE is 0.93

Historical price for 900 CE is as follows

On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 87.05, which was -15.35 lower than the previous day. The implied volatity was 44.57, the open interest changed by 10 which increased total open position to 47


On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 102.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 37


On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 102.4, which was -6.20 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 37


On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 108.6, which was -13.75 lower than the previous day. The implied volatity was 43.00, the open interest changed by 33 which increased total open position to 65


On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 122.35, which was -46.00 lower than the previous day. The implied volatity was 19.79, the open interest changed by 12 which increased total open position to 34


On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 168.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 168.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 168.35, which was 8.15 higher than the previous day. The implied volatity was 59.56, the open interest changed by 1 which increased total open position to 25


On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 160.2, which was 0.20 higher than the previous day. The implied volatity was 46.75, the open interest changed by 4 which increased total open position to 24


On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 160, which was -18.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 178, which was -18.00 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 18


On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 196, which was 27.60 higher than the previous day. The implied volatity was 47.05, the open interest changed by -1 which decreased total open position to 11


On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 168.4, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 11


On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 157.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 157.55, which was -10.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct INDUSINDBK was trading at 1056.40. The strike last trading price was 168, which was 15.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct INDUSINDBK was trading at 1038.15. The strike last trading price was 152.5, which was -15.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct INDUSINDBK was trading at 1054.80. The strike last trading price was 168, which was 168.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct INDUSINDBK was trading at 1041.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


INDUSINDBK 28NOV2024 900 PE
Delta: -0.08
Vega: 0.21
Theta: -0.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 981.45 2.5 -0.20 48.10 2,917 12 1,908
20 Nov 1000.20 2.7 0.00 49.50 1,670 -15 1,894
19 Nov 1000.20 2.7 0.80 49.50 1,670 -17 1,894
18 Nov 1004.60 1.9 0.15 44.41 1,220 202 1,906
14 Nov 1017.15 1.75 0.20 40.70 1,073 237 1,704
13 Nov 1036.70 1.55 0.25 43.16 1,571 160 1,483
12 Nov 1059.55 1.3 0.00 44.30 255 23 1,377
11 Nov 1060.80 1.3 -0.70 43.02 393 -27 1,359
8 Nov 1053.80 2 -0.55 42.00 529 87 1,390
7 Nov 1056.80 2.55 0.55 44.33 1,475 332 1,335
6 Nov 1077.65 2 0.15 45.21 430 -49 1,002
5 Nov 1090.10 1.85 -1.75 44.92 1,005 -148 1,054
4 Nov 1063.80 3.6 -1.90 46.01 1,384 125 1,204
1 Nov 1062.50 5.5 0.10 48.31 376 61 1,076
31 Oct 1055.60 5.4 -0.30 - 1,227 105 1,015
30 Oct 1056.40 5.7 -2.65 - 995 -32 901
29 Oct 1038.15 8.35 0.40 - 1,867 473 932
28 Oct 1054.80 7.95 -3.90 - 1,488 259 458
25 Oct 1041.60 11.85 - 309 199 199


For Indusind Bank Limited - strike price 900 expiring on 28NOV2024

Delta for 900 PE is -0.08

Historical price for 900 PE is as follows

On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 2.5, which was -0.20 lower than the previous day. The implied volatity was 48.10, the open interest changed by 12 which increased total open position to 1908


On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 2.7, which was 0.00 lower than the previous day. The implied volatity was 49.50, the open interest changed by -15 which decreased total open position to 1894


On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 2.7, which was 0.80 higher than the previous day. The implied volatity was 49.50, the open interest changed by -17 which decreased total open position to 1894


On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 1.9, which was 0.15 higher than the previous day. The implied volatity was 44.41, the open interest changed by 202 which increased total open position to 1906


On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 1.75, which was 0.20 higher than the previous day. The implied volatity was 40.70, the open interest changed by 237 which increased total open position to 1704


On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 1.55, which was 0.25 higher than the previous day. The implied volatity was 43.16, the open interest changed by 160 which increased total open position to 1483


On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 44.30, the open interest changed by 23 which increased total open position to 1377


On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 1.3, which was -0.70 lower than the previous day. The implied volatity was 43.02, the open interest changed by -27 which decreased total open position to 1359


On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 42.00, the open interest changed by 87 which increased total open position to 1390


On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 2.55, which was 0.55 higher than the previous day. The implied volatity was 44.33, the open interest changed by 332 which increased total open position to 1335


On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 2, which was 0.15 higher than the previous day. The implied volatity was 45.21, the open interest changed by -49 which decreased total open position to 1002


On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 1.85, which was -1.75 lower than the previous day. The implied volatity was 44.92, the open interest changed by -148 which decreased total open position to 1054


On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 3.6, which was -1.90 lower than the previous day. The implied volatity was 46.01, the open interest changed by 125 which increased total open position to 1204


On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 5.5, which was 0.10 higher than the previous day. The implied volatity was 48.31, the open interest changed by 61 which increased total open position to 1076


On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 5.4, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct INDUSINDBK was trading at 1056.40. The strike last trading price was 5.7, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct INDUSINDBK was trading at 1038.15. The strike last trading price was 8.35, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct INDUSINDBK was trading at 1054.80. The strike last trading price was 7.95, which was -3.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct INDUSINDBK was trading at 1041.60. The strike last trading price was 11.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to